-29.5%
LEN vs SCCO
+178.0%
-207.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.2% | +3.7% | -1.9% |
| 7D | -7.8% | -2.7% | -5.1% | -7.3% |
| 30D | -11.0% | -0.2% | -10.8% | -11.3% |
| 3M | -12.8% | +17.8% | -30.5% | -16.7% |
| 6M | -20.2% | +2.3% | -22.5% | -21.9% |
| YTD | -23.0% | +41.6% | -64.6% | -31.0% |
| 1Y | -41.8% | +101.9% | -143.7% | -52.6% |
| All | -29.5% | +178.0% | -207.4% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling